Nope it's "An Hero". The term derives from a poem written by a class mate of a student who commited suicide. In the poem the author says that the boy how commited suicide was "An Hero".
This has since become a internet Meme for commiting suicide.
I believe that technically you should always use "an" before words starting with H with a vowel behind them. Such as, "An holly plant." However it just sounds dumb enough that no one does it, lol.